DZ Bank Put 50 SBS 21.06.2024
/ DE000DJ37UL7
DZ Bank Put 50 SBS 21.06.2024/ DE000DJ37UL7 /
| 2024-04-12 12:06:02 PM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
STRATEC SE NA O.N. |
50.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
DJ37UL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-04-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.36 |
| Parity: |
0.75 |
| Time value: |
0.46 |
| Break-even: |
37.90 |
| Moneyness: |
1.18 |
| Premium: |
0.11 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.14 |
| Spread %: |
13.08% |
| Delta: |
-0.56 |
| Theta: |
-0.08 |
| Omega: |
-1.96 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.04 |
| High: |
1.11 |
| Low: |
1.04 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.26% |
| 3 Months |
|
|
+52.05% |
| YTD |
|
|
+60.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.13 |
1.05 |
| 6M High / 6M Low: |
1.27 |
0.51 |
| High (YTD): |
2024-04-03 |
1.27 |
| Low (YTD): |
2024-02-22 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.83% |
| Volatility 6M: |
|
122.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
